PCA Index Dashboard Examples#
This script was last run at 2024-03-27 10:11:13.921904+00:00 (UTC)
In US/Central Time, this is 2024-03-27 05:11:13.921904-05:00
| High Yield Index OAS | 10Y-2Y Spread | VIX | CP - Treasury Spread, 3m | NASDAQ Ret (transformed) | 10-Year Treasury (transformed) | |
|---|---|---|---|---|---|---|
| DATE | ||||||
| 1997-01-02 | -0.896724 | -0.474160 | 0.086478 | -0.009337 | 0.545045 | 0.254414 |
| 1997-01-03 | -0.885014 | -0.474160 | -0.155337 | 0.006167 | 0.744645 | 0.205242 |
| 1997-01-06 | -0.881111 | -0.474160 | -0.063904 | -0.017088 | 0.777526 | 0.269203 |
| 1997-01-07 | -0.881111 | -0.453343 | -0.128869 | -0.048096 | 0.837158 | 0.382849 |
| 1997-01-08 | -0.892821 | -0.453343 | -0.021797 | -0.086855 | 0.785188 | 0.496103 |
| ... | ... | ... | ... | ... | ... | ... |
| 2024-03-20 | -0.865498 | -1.400534 | -0.887998 | 1.719319 | 0.827843 | 0.465774 |
| 2024-03-21 | -0.900628 | -1.431760 | -0.902435 | 1.727071 | 0.836465 | 0.472515 |
| 2024-03-22 | -0.888918 | -1.452577 | -0.885592 | 1.727071 | 0.764023 | 0.313896 |
| 2024-03-25 | -0.877208 | -1.369308 | -0.869952 | 1.727071 | 0.788280 | 0.420171 |
| 2024-03-26 | -0.877208 | -1.400534 | -0.869952 | 1.727071 | 0.753325 | 0.420171 |
7195 rows × 6 columns
pc1
DATE
1997-01-02 -0.576739
1997-01-03 -0.682837
1997-01-06 -0.665751
1997-01-07 -0.702099
1997-01-08 -0.671776
...
2024-03-20 -1.595605
2024-03-21 -1.625611
2024-03-22 -1.582747
2024-03-25 -1.572263
2024-03-26 -1.573411
Name: PC1, Length: 7195, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
fig = px.line(pc1)
fig.show()